+41.1%
CLS vs XOP
+49.8%
-8.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.7% | +0.7% |
| 7D | +4.6% | +2.6% | +2.0% | +5.0% |
| 30D | -13.9% | +15.4% | -29.3% | -12.0% |
| 3M | -26.6% | +12.1% | -38.6% | -25.0% |
| 6M | +15.4% | +19.7% | -4.3% | +16.7% |
| YTD | +5.7% | +52.4% | -46.7% | +2.5% |
| 1Y | +41.1% | +47.6% | -6.4% | +38.5% |
| All | +41.1% | +49.8% | -8.7% | +38.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XOP.
Daily Out/Under-Performance
Portfolio return minus XOP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XOP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded XOP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling